Catering for tourists in particular, this shop does not only sell cheese, but also tells you something about it. The lower floor of the shop is for the museum part. Admission is free.
Here you can also buy cheese that survives in your suitcase without cooling, so it is very convenient if you travel. Also, you can get advice here for bringing cheese to your home country, so that you don't get in trouble with customs.
Amsterdam Cheese Museum